# FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns

> Research article (Proceedings of the AAAI Conference on Artificial Intelligence, 2022) · cited 68× · AI/ML

**Wikidata**: [openalex:W4283804236](https://www.wikidata.org/wiki/openalex:W4283804236)  
**Source**: https://4ort.xyz/entity/factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret